One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,5,4)(3,7,8,6)(9,10,14,17)(11,18,12,15)(13,21,22,16)(19,23,20,24)(25,26,30,28)(27,33,36,40)(29,37,39,32)(31,38,34,35)(1,3,5,8)(2,6,4,7)(9,11)(10,15)(12,14)(13,20)(16,24)(17,18)(19,22)(21,23)(1,4,5,2)(3,7,8,6)(9,12,14,11)(10,15,17,18)(13,20,22,19)(16,23,21,24)(25,27,30,36)(26,31,28,34)(29,38,39,35)(32,40,37,33)(3,8)(6,7)(11,12)(15,18)(19,20)(23,24)(25,28,30,26)(27,34,36,31)(29,37,39,32)(33,35,40,38)(9,13,14,22)(10,16,17,21)(11,19,12,20)(15,23,18,24)(26,28)(31,34)(32,37)(33,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.